| Dictionary, Encyclopedia and Thesaurus - The Free Dictionary 1,769,436,649 visitors served. |
|
Dictionary/ thesaurus | Medical dictionary | Legal dictionary | Financial dictionary | Acronyms | Idioms | Encyclopedia | Wikipedia encyclopedia | ? |
Negative Duration |
0.02 sec. |
|
Negative duration Occurs when the price of an MBS moves in the same direction as interest rates. Negative Duration 1. A situation in which the price of a bond or other debt security moves in the same direction of interest rates. That is, negative duration occurs when the bond prices go up along with interest rates and vice versa. 2. In banking, a situation in which the duration of a bank's liabilities exceeds that of its assets. Negative duration means that the bank's equity is negative. How to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit webmaster's page for free fun content. |
|
| ? Mentioned in | |
|---|---|
|
| Financial Dictionary |
| Free Tools: |
For surfers:
Free toolbar & extensions |
Word of the Day |
Help
For webmasters: Free content | Linking | Lookup box | Double-click lookup | Partner with us |
|---|